| Trading Metrics calculated at close of trading on 02-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Apr-2009 |
02-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
7,518 |
7,714 |
196 |
2.6% |
7,228 |
| High |
7,733 |
8,023 |
290 |
3.8% |
7,880 |
| Low |
7,426 |
7,701 |
275 |
3.7% |
7,225 |
| Close |
7,718 |
7,958 |
240 |
3.1% |
7,762 |
| Range |
307 |
322 |
15 |
4.9% |
655 |
| ATR |
265 |
269 |
4 |
1.5% |
0 |
| Volume |
186,606 |
204,331 |
17,725 |
9.5% |
1,006,636 |
|
| Daily Pivots for day following 02-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,860 |
8,731 |
8,135 |
|
| R3 |
8,538 |
8,409 |
8,047 |
|
| R2 |
8,216 |
8,216 |
8,017 |
|
| R1 |
8,087 |
8,087 |
7,988 |
8,152 |
| PP |
7,894 |
7,894 |
7,894 |
7,926 |
| S1 |
7,765 |
7,765 |
7,929 |
7,830 |
| S2 |
7,572 |
7,572 |
7,899 |
|
| S3 |
7,250 |
7,443 |
7,870 |
|
| S4 |
6,928 |
7,121 |
7,781 |
|
|
| Weekly Pivots for week ending 27-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,587 |
9,330 |
8,122 |
|
| R3 |
8,932 |
8,675 |
7,942 |
|
| R2 |
8,277 |
8,277 |
7,882 |
|
| R1 |
8,020 |
8,020 |
7,822 |
8,149 |
| PP |
7,622 |
7,622 |
7,622 |
7,687 |
| S1 |
7,365 |
7,365 |
7,702 |
7,494 |
| S2 |
6,967 |
6,967 |
7,642 |
|
| S3 |
6,312 |
6,710 |
7,582 |
|
| S4 |
5,657 |
6,055 |
7,402 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
8,023 |
7,381 |
642 |
8.1% |
278 |
3.5% |
90% |
True |
False |
194,083 |
| 10 |
8,023 |
7,199 |
824 |
10.4% |
280 |
3.5% |
92% |
True |
False |
195,275 |
| 20 |
8,023 |
6,416 |
1,607 |
20.2% |
276 |
3.5% |
96% |
True |
False |
145,332 |
| 40 |
8,235 |
6,416 |
1,819 |
22.9% |
258 |
3.2% |
85% |
False |
False |
72,788 |
| 60 |
8,721 |
6,416 |
2,305 |
29.0% |
249 |
3.1% |
67% |
False |
False |
48,535 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
9,392 |
|
2.618 |
8,866 |
|
1.618 |
8,544 |
|
1.000 |
8,345 |
|
0.618 |
8,222 |
|
HIGH |
8,023 |
|
0.618 |
7,900 |
|
0.500 |
7,862 |
|
0.382 |
7,824 |
|
LOW |
7,701 |
|
0.618 |
7,502 |
|
1.000 |
7,379 |
|
1.618 |
7,180 |
|
2.618 |
6,858 |
|
4.250 |
6,333 |
|
|
| Fisher Pivots for day following 02-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
7,926 |
7,880 |
| PP |
7,894 |
7,802 |
| S1 |
7,862 |
7,725 |
|